Dynamics and causalities of atmospheric and oceanic data identified by complex networks and Granger causality analysis
A.K. Charakopoulos,
G.A. Katsouli and
T.E. Karakasidis
Physica A: Statistical Mechanics and its Applications, 2018, vol. 495, issue C, 436-453
Abstract:
Understanding the underlying processes and extracting detailed characteristics of spatiotemporal dynamics of ocean and atmosphere as well as their interaction is of significant interest and has not been well thoroughly established. The purpose of this study was to examine the performance of two main additional methodologies for the identification of spatiotemporal underlying dynamic characteristics and patterns among atmospheric and oceanic variables from Seawatch buoys from Aegean and Ionian Sea, provided by the Hellenic Center for Marine Research (HCMR). The first approach involves the estimation of cross correlation analysis in an attempt to investigate time-lagged relationships, and further in order to identify the direction of interactions between the variables we performed the Granger causality method. According to the second approach the time series are converted into complex networks and then the main topological network properties such as degree distribution, average path length, diameter, modularity and clustering coefficient are evaluated. Our results show that the proposed analysis of complex network analysis of time series can lead to the extraction of hidden spatiotemporal characteristics. Also our findings indicate high level of positive and negative correlations and causalities among variables, both from the same buoy and also between buoys from different stations, which cannot be determined from the use of simple statistical measures.
Keywords: Complex network; Granger causality; Cross correlation; Seawatch buoys (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (6)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:495:y:2018:i:c:p:436-453
DOI: 10.1016/j.physa.2017.12.027
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